Make kouign-amann dough. Combine warm milk with active dry yeast and 1 teaspoon sugar, stirring to combine. Let sit for 5 minutes or until foamy and yeast is activated.
Place salt and flour in the bowl of a stand mixer. Add milk yeast mixture and mix until combined. Knead dough for 7-8 minutes or until smooth. Alternatively, knead by hand. Transfer dough to a bowl, cover, and let rise in a warm area for 1 hour or until doubled in size. Once doubled in size, chill in the fridge for 30 minutes.
Meanwhile, make citrus marmalade. Cut oranges in half, and thinly slice the fruit into slices about 1/16 inch thick, discarding the seeds. Place sliced oranges, zest, and juice of 1 lime, water, and sugar in a large pot. Bring to a boil over high heat and continue to boil for 10 minutes. Reduce heat to low and simmer for 1 hour or until fruits are very soft and the liquid has thickened. Remove from heat and pulse the marmalade in a blender or food processor 4-5 times. You want the fruit slices to be broken into smaller chunks but do not want the marmalade to be completely smooth. Let cool completely.
Lightly dust a clean work counter with flour. Place 1 cup cold butter on the counter and pound it out with a rolling pin until very supple. Sprinkle additional flour as needed to prevent it from sticking. Shape dough into a 6x10 inch rectangle. Wrap in plastic and chill in the fridge for 15 minutes.
Lightly dust a clean work counter with flour. Remove chilled dough from fridge and roll into a 12x20 inch rectangle. Place butter in the center and fold dough over the butter into thirds, similar to how you would fold a letter. Use rolling pin to slightly press the layers together.
Turn dough 90 degrees and roll it again into a 12x20 inch rectangle. Fold dough into thirds and wrap in plastic wrap. Chill for 30 minutes. If your kitchen is very warm and butter is softening too quickly, let it chill for 30 minutes in between folds.
Take dough out and repeat the two folds. Chill for 30 minutes.
Combine 1 ½ cups sugar with 1 tablespoon cinnamon. Roll out dough into a 12x20 inch rectangle. Sprinkle 9 tablespoons cinnamon sugar evenly over dough. Fold into thirds and slightly press down the layers together. Turn dough 90 degrees and roll out for the final time into a 12x20 inch rectangle. Sprinkle another 9 tablespoons cinnamon sugar on top and fold into thirds. Chill for 30 minutes.
Generously grease a 12 muffin pan with butter.
Sprinkle some of the cinnamon sugar on your counter. Roll out dough into an 8x24 inch rectangle and sprinkle more sugar on top. Cut rectangle lengthwise to create two strips 24 inches long and 4 inches wide. Cut each strip into 6 equal portions for a total of 12 portions. Place heaping tablespoon of citrus marmalade in the center. Gather the corners and place dough into prepared muffin pan, squishing dough into the pan. Cover loosely and let rise for 30 minutes.
Preheat oven to 400 degrees F.
Place muffin pan on a baking sheet to catch any sugar dripping. Put kouign-amann in the oven and immediately reduce the temperature to 350 degrees F. Bake for 40-45 minutes or until deeply golden brown, rotating the pan halfway through.
Remove kouign-amann from the oven. Let cool slightly for a couple of minutes. Carefully remove the pastries from muffin pan and let cool completely on a wire rack.